Optimal embeddings by unbiased shifts of Brownian motion (Q5357072)
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scientific article; zbMATH DE number 6774556
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal embeddings by unbiased shifts of Brownian motion |
scientific article; zbMATH DE number 6774556 |
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Optimal embeddings by unbiased shifts of Brownian motion (English)
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13 September 2017
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unbiased shift
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two-sided Brownian motion
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orthogonal probability measures
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embedding problem
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non-negative unbiased solutions
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non-negative, concave functions
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discrete concavity inequality
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